DTN IQFeed, DTN.IQ, DTN ProphetX Support Forums

Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)

"Previously I was using *******. IQFeed is WAY more economical, and for my charting needs is just as good, if not better." - Comment from Public Forum Post

"I've never had DTN go out on me since switching. ******* would go down a couple times every month when I was using them." - Comment from Bryce in AL.

"I just wanted to tell you what a fine job you have been doing. While *******, from what I hear, has been down and out, off and on, IQ feed has held like a champ this week." - Comment from Shirin

"There is no doubt that IQFeed is the best data provider. I am very satisfied with your services. And IQFeed is the only one that I would recommend to my friends. Now, most of them are using your product in China." - Comment from Zhezhe

"Just a quick one to say I'm very impressed so far :) The documentation for developers is excellent and I've quickly managed to get an app written to do historical downloads. The system is very robust and pretty quick considering the extent of data that's available. The support guys have been very helpful too, in combination with the forums it's been plain sailing so far!" - Comment from Adam

"Excellent datafeed !!!" - Comment from Arely

"You have an excellent product !!!!!!" - Comment from Arely

"Awesome response, as usual. It is a sincere and refreshing pleasure to do business with DTN, compared to your competition." - Comment from Ryan

"I'm satisfied with IQFeed. It's the most reliable and fastest quote feed I have ever used. Although I'm a resident in China, it's still very fast!" - Comment from Xiaofei

"I ran your IQFeed DDE vs. my broker vs. a level II window for some slow-moving options. I would see the level II quote change, then your feed update instantaneously. My broker's DDE, however, would take as much as 30 seconds to update. I am not chasing milliseconds, but half a minute is unacceptable." - Comment from Rob

Home

Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather

DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter

»Forums Index »NEW IQFEED FORUMS »New IQFeed Forum »Timestamp Resolution for Tick Data

Author	Topic: Timestamp Resolution for Tick Data (3 messages, Page 1 of 1)
jayflatland -Interested User- Posts: 13 Joined: Jun 20, 2019	Posted: Jun 20, 2019 03:11 PM Msg. 1 of 3 Is it possible to get fractions of a second timestamps for tick data? I do this: HTT,@NQU19,20190620 000000,20190620 170500,,,,1,, And I see: 2019-06-20 16:05:38,7766.50,1,492761,7766.50,7766.75,232575516,0,0,C, 2019-06-20 16:05:38,7766.50,1,492762,7766.50,7766.75,232575518,0,0,C, 2019-06-20 16:05:38,7766.50,1,492763,7766.50,7766.75,232575518,0,0,C, 2019-06-20 16:05:38,7766.50,1,492764,7766.50,7766.75,232575521,0,0,C, 2019-06-20 16:05:38,7766.50,1,492765,7766.50,7766.75,232575522,0,0,C, 2019-06-20 16:05:38,7766.50,3,492768,7766.25,7766.50,232575523,0,0,C, 2019-06-20 16:05:38,7766.50,1,492769,7766.25,7766.50,232575523,0,0,C, 2019-06-20 16:05:38,7766.50,1,492770,7766.25,7766.50,232575523,0,0,C, I was under the impression timestamps went down to microseconds... Jay
altmany -Interested User- Posts: 73 Joined: Jul 30, 2018 IQML - IQFeed-MATLAB connector	Posted: Jun 20, 2019 03:31 PM Msg. 2 of 3 My hunch is that you are not setting the protocol when you first connect to IQFeed, which then defaults to IQFeed 4.9 behavior. When I run your query using protocol 5.0 I see millisecond timestamp resolution, and with protocol 6.0 or 6.1 I see microsecs resolution. http://www.iqfeed.net/dev/api/docs/IQFeedProtocols.cfm Yair Altman IQML - IQFeed-MATLAB connector https://UndocumentedMatlab.com/IQML I am not a DTN employee; my post reflects my personal opinion Edited by altmany on Jun 20, 2019 at 03:33 PM Edited by altmany on Jun 20, 2019 at 03:33 PM
jayflatland -Interested User- Posts: 13 Joined: Jun 20, 2019	Posted: Jun 20, 2019 03:39 PM Msg. 3 of 3 BINGO! My mistake was I just connected and sent my command. I needed to send the "S,SET PROTOCOL,6.0" command immediately after connection. Works now! Thanks! Jay Jay